1/*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements.  See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License.  You may obtain a copy of the License at
8 *
9 *      http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18package org.apache.commons.math.optimization;
19
20/** This interface specifies how to check if an {@link MultivariateRealOptimizer optimization
21 * algorithm} has converged.
22 *
23 * <p>Deciding if convergence has been reached is a problem-dependent issue. The
24 * user should provide a class implementing this interface to allow the optimization
25 * algorithm to stop its search according to the problem at hand.</p>
26 * <p>For convenience, two implementations that fit simple needs are already provided:
27 * {@link SimpleScalarValueChecker} and {@link SimpleRealPointChecker}. The first
28 * one considers convergence is reached when the objective function value does not
29 * change much anymore, it does not use the point set at all. The second one
30 * considers convergence is reached when the input point set does not change
31 * much anymore, it does not use objective function value at all.</p>
32 *
33 * @version $Revision: 799857 $ $Date: 2009-08-01 15:07:12 +0200 (sam. 01 août 2009) $
34 * @since 2.0
35 */
36
37public interface RealConvergenceChecker {
38
39  /** Check if the optimization algorithm has converged considering the last points.
40   * <p>
41   * This method may be called several time from the same algorithm iteration with
42   * different points. This can be detected by checking the iteration number at each
43   * call if needed. Each time this method is called, the previous and current point
44   * correspond to points with the same role at each iteration, so they can be
45   * compared. As an example, simplex-based algorithms call this method for all
46   * points of the simplex, not only for the best or worst ones.
47   * </p>
48   * @param iteration index of current iteration
49   * @param previous point from previous iteration
50   * @param current point from current iteration
51   * @return true if the algorithm is considered to have converged
52   */
53  boolean converged(int iteration, RealPointValuePair previous, RealPointValuePair current);
54
55}
56